Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47734.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46339.65 Kr¶

PnL: ---------------------------------------> -548.92 Kr¶

DD now: ---------------------------------> -1.841 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:03:50.939918'

Anic Portfolio¶

Today¶

Return: 0.889 %¶

This Week¶

Return: 0.423 %¶

Total¶

Return: 56.271 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.400000 3250.000000 279.000000 9.390000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.550000 3445.200000 68.200000 2.020000 3377.000000
Corem Property Group B 59 2.800000 628.350000 51.350000 8.900000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.800000 385.000000 30.000000 8.450000 355.000000
Resurs Holding 22 4.270000 601.040000 27.040000 4.710000 573.999998
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.960000 546.700000 18.700000 3.540000 527.999997
HMS Networks 2 0.290000 688.400000 15.400000 2.290000 673.000000
Intrum 4 0.710000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.810000 539.600000 7.600000 1.430000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Essity B 2 1.020000 577.000000 3.000000 0.520000 574.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 0.660000 567.480000 -2.520000 -0.440000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.500000 243.360000 -2.640000 -1.070000 246.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
CTEK 13 1.560000 525.460000 -8.540000 -1.600000 533.999999
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
Nordea Bank Abp 29 0.490000 3437.660000 -16.340000 -0.470000 3453.999992
Midsona B 63 2.070000 559.440000 -23.560000 -4.040000 582.999984
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Vivesto 1368 -2.550000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.070000 3643.900000 -112.100000 -2.980000 3756.000001
OX2 18 3.220000 1472.400000 -191.600000 -11.510000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46339.650000 -548.920000 -1.84109% 46888.564618

Updated:¶

'2023-01-20 11:04:03.336858'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶